VOL. 14, NO. 1, 2013

Year Published: 
2013

Issue:

Editorial Comment, Margaret M. Towle, PhD, CPWA®, Editor-in-Chief

The Masters Series
Harnessing the Building Blocks of Economic Valuation: Exploring the Work of Nobel Laureate Robert C. Merton, PhD

Asset Allocation
The Relative Asset Pricing Model: Incorporating Liabilities and Delegation to Chief Investment Officers: Version 0.1, Arun Muralidhar, PhD, and Sunghwan Shin, PhD
A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model, Théodore Economou, CFA®, Grégoire Haenni, PhD, and Elena Manola-Bonthond, PhD
Dividend-Growth as a Defensive Equity Strategy, Geoffrey Gerber, PhD

Behavioral Finance
Investor Personality in Investor Questionnaires, Carrie H. Pan, PhD, and Meir Statman, PhD

Recent Research
Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available, Daniel Li, PhD, Michael Markov, and Russ Wermers, PhD

Article Review
The Risk in Risk Parity: A Factor-Based Analysis of Asset-Based Risk Parity by Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu, and Feifei Li